+690.7%
MSTR vs PSA
+100.1%
+590.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | +9.3% | -0.4% | +9.7% | +9.6% |
| 30D | +36.5% | -8.2% | +44.7% | +41.7% |
| 3M | +7.3% | -2.1% | +9.5% | +7.7% |
| 6M | +2.2% | -0.2% | +2.4% | +1.5% |
| YTD | -10.2% | +18.5% | -28.7% | -17.4% |
| 1Y | -58.6% | +6.6% | -65.2% | -60.1% |
| 3Y | +283.2% | +24.5% | +258.7% | +235.4% |
| 5Y | +113.8% | +13.6% | +100.2% | +99.3% |
| 10Y | +690.7% | +102.0% | +588.8% | +543.0% |
| All | +690.7% | +100.1% | +590.7% | +543.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling